Random variate generation for unimodal and monotone densities

DOI10.1007/BF02243018MaRDI QIDQ594530zbMATH OpenOpenAlexFDO

Authors Luc Devroye

Publication date 1984

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02243018

zbMATH Keywords

random variate generationNewton-Raphson methodKhintchine's theoremaverage time analysisinversion/rejection methodtable methodsunimodal and monotone densities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cites work

• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• Factorization and lattice theorems for a bounded pricipal ideal domain
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• Properties of Probability Distributions with Monotone Hazard Rate
• Random variate generation for unimodal and monotone densities
• The squeeze method for generating gamma variates

Cited in

(6)

• A practical algorithm for volume estimation based on billiard trajectories and simulated annealing
• A simple algorithm for generating random variates with a log-concave density
• Random variate generation for unimodal and monotone densities
• Estimation of distribution tails —a semiparametric approach
• Constructing and simulating multivariate distributions using khintchine's theorem
• On the use of probability inequalities in random variate generation

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